diff options
| -rw-r--r-- | R/build_portfolios.R | 8 | ||||
| -rw-r--r-- | R/build_scenarios.R | 2 | ||||
| -rw-r--r-- | python/tasks.py | 4 |
3 files changed, 7 insertions, 7 deletions
diff --git a/R/build_portfolios.R b/R/build_portfolios.R index 62d2660f..026dd740 100644 --- a/R/build_portfolios.R +++ b/R/build_portfolios.R @@ -2,11 +2,11 @@ library("RQuantLib") library("yaml")
args <- commandArgs(trailingOnly=TRUE)
-root.dir <- Sys.getenv("ROOT_DIR")
+code.dir <- Sys.getenv("CODE_DIR")
-source(file.path(root.dir, "code", "R", "intex_deal_functions.R"), chdir=TRUE)
-source(file.path(root.dir, "code", "R", "yieldcurve.R"))
-source(file.path(root.dir, "code", "R", "mlpdb.R"))
+source(file.path(code.dir, "code", "R", "intex_deal_functions.R"), chdir=TRUE)
+source(file.path(code.dir, "code", "R", "yieldcurve.R"))
+source(file.path(code.dir, "code", "R", "mlpdb.R"))
index <- load.index("hy21")
if(length(args) >=2){
diff --git a/R/build_scenarios.R b/R/build_scenarios.R index b9fe5976..fd71c810 100644 --- a/R/build_scenarios.R +++ b/R/build_scenarios.R @@ -10,7 +10,7 @@ if(hostname=="debian"){ }
args <- commandArgs(trailingOnly=TRUE)
-code.dir <- Sys.getenv("ROOT_DIR")
+code.dir <- Sys.getenv("CODE_DIR")
if(.Platform$OS.type == "unix"){
root.dir <- "/home/share/CorpCDOs"
diff --git a/python/tasks.py b/python/tasks.py index 956be940..b676f8f1 100644 --- a/python/tasks.py +++ b/python/tasks.py @@ -2,8 +2,8 @@ import subprocess from intex_scenarios import generate_scenarios import os -Rpath = os.path.join(os.environ['ROOT_DIR'], "code", "R") -logpath = os.path.join(os.environ['ROOT_DIR'], "logs") +Rpath = os.path.join(os.environ['CODE_DIR'], "code", "R") +logpath = os.path.join(os.environ['CODE_DIR'], "logs") def build_portfolio(workdate, dealname, reinvflag): args = ["Rscript", "--vanilla", os.path.join(Rpath, "build_portfolios.R"), \ |